Successive approximations to the optimal control of stochastic systems with after-effect. II

DOI10.1515/ROSE.1993.1.4.375MaRDI QIDQ4861918zbMATH OpenOpenAlexFDO

Authors V. B. Kolmanovskii, Leonid Shaikhet

Publication date 28 October 1996

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose.1993.1.4.375

zbMATH Keywords

optimal controlquadratic functionalsstochastic functional differential equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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